Non-conservative uncertainty bounds are key for both assessing an estimation algorithm’s accuracy and in view of downstream tasks, such as its deployment in safety-critical contexts. In this paper, we derive a tight, non-asymptotic uncertainty bound for kernel-based estimation, which can also handle correlated noise sequences. Its computation relies on a mild norm-boundedness assumption on the unknown function and the noise, returning the worst-case function realization within the hypothesis class at an arbitrary query input location. The value of this function is shown to be given in terms of the posterior mean and covariance of a Gaussian process for an optimal choice of the measurement noise covariance. By rigorously analyzing the proposed approach and comparing it with other results in the literature, we show its effectiveness in returning tight and easy-to-compute bounds for kernel-based estimates.

To efficiently deploy robotic systems in society, mobile robots must move autonomously and safely through complex environments. Nonlinear model predictive control (MPC) methods provide a natural way to find a dynamically feasible trajectory through the environment without colliding with nearby obstacles. However, the limited computation power available on typical embedded robotic systems, such as quadrotors, poses a challenge to running MPC in real time, including its most expensive tasks: constraints generation and optimization. To address this problem, we propose a novel hierarchical MPC scheme that consists of a planning and a tracking layer. The planner constructs a trajectory with a long prediction horizon at a slow rate, while the tracker ensures trajectory tracking at a relatively fast rate. We prove that the proposed framework avoids collisions and is recursively feasible. Furthermore, we demonstrate its effectiveness in simulations and lab experiments with a quadrotor that needs to reach a goal position in a complex static environment. The code is efficiently implemented on the quadrotor's embedded computer to ensure real-time feasibility. Compared to a state-of-the-art single-layer MPC formulation, this allows us to increase the planning horizon by a factor of 5, which results in significantly better performance.

In Model Predictive Control (MPC), discrepancies between the actual system and the predictive model can lead to substantial tracking errors and significantly degrade performance and reliability. While such discrepancies can be alleviated with more complex models, this often complicates controller design and implementation. By leveraging the fact that many trajectories of interest are periodic, we show that perfect tracking is possible when incorporating a simple observer that estimates and compensates for periodic disturbances. We present the design of the observer and the accompanying tracking MPC scheme, proving that their combination achieves zero tracking error asymptotically, regardless of the complexity of the unmodelled dynamics. We validate the effectiveness of our method, demonstrating asymptotically perfect tracking on a high-dimensional soft robot with nearly 10,000 states and a fivefold reduction in tracking errors compared to a baseline MPC on small-scale autonomous race car experiments.